SAIL
Steel Authority Of India
Historical option data for SAIL
17 Aug 2025 12:55 AM IST
| SAIL 30SEP2025 125 CE | ||||||||||||||||
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Delta: 0.41
Vega: 0.17
Theta: -0.06
Gamma: 0.04
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||||||||
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| 17 Aug | 120.37 | 3 | -1.65 | 24.86 | 34 | 9 | 66 | |||||||||
For Steel Authority Of India - strike price 125 expiring on 30SEP2025
Delta for 125 CE is 0.41
Historical price for 125 CE is as follows
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 3, which was -1.65 lower than the previous day. The implied volatity was 24.86, the open interest changed by 9 which increased total open position to 66
| SAIL 30SEP2025 125 PE | |||||||
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Delta: -0.55
Vega: 0.17
Theta: -0.05
Gamma: 0.03
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 17 Aug | 120.37 | 7.9 | 2 | 36.05 | 17 | 12 | 28 |
For Steel Authority Of India - strike price 125 expiring on 30SEP2025
Delta for 125 PE is -0.55
Historical price for 125 PE is as follows
On 17 Aug SAIL was trading at 120.37. The strike last trading price was 7.9, which was 2 higher than the previous day. The implied volatity was 36.05, the open interest changed by 12 which increased total open position to 28
